Nicola Lesley Anderson : Citation Profile


Are you Nicola Lesley Anderson?

Bank of England

4

H index

2

i10 index

122

Citations

RESEARCH PRODUCTION:

5

Papers

RESEARCH ACTIVITY:

   19 years (1996 - 2015). See details.
   Cites by year: 6
   Journals where Nicola Lesley Anderson has often published
   Relations with other researchers
   Recent citing documents: 12.    Total self citations: 1 (0.81 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pan496
   Updated: 2018-12-08    RAS profile: 2016-01-03    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Nicola Lesley Anderson.

Is cited by:

Sorensen, Steffen (5)

Milas, Costas (5)

Joyce, Michael (5)

Waters, Alex (4)

Meldrum, Andrew (4)

Chadha, Jagjit (4)

Panagiotidis, Theodore (3)

Breedon, Francis (3)

Knüppel, Malte (3)

Wright, Jonathan (3)

Carriero, Andrea (2)

Cites to:

Benos, Evangelos (3)

Shleifer, Andrei (2)

Gorton, Gary (2)

Jiang, Wei (2)

Metrick, Andrew (2)

Gale, Douglas (2)

Allen, Franklin (2)

McCulloch, J. Huston (2)

Afonso, Antonio (1)

Balli, Faruk (1)

Vause, Nicholas (1)

Main data


Where Nicola Lesley Anderson has published?


Recent works citing Nicola Lesley Anderson (2018 and 2017)


YearTitle of citing document
2017Foreign exchange liquidity in the Americas. (2017). Bank for International Settlements, . In: BIS Papers. RePEc:bis:bisbps:90.

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2017Uncertain forward guidance. (2017). Waldron, Matt ; Harrison, Richard ; Haberis, Alex. In: Bank of England working papers. RePEc:boe:boeewp:0654.

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2017The leverage ratio and liquidity in the gilt and repo markets. (2017). Elliott, David ; Bicu, Andreea ; Chen, Louisa. In: Bank of England working papers. RePEc:boe:boeewp:0690.

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2018The deeds of speed: an agent-based model of market liquidity and flash episodes. (2018). Karvik, Geir-Are ; Beale, Daniel ; Worlidge, Jack ; Noss, Joseph. In: Bank of England working papers. RePEc:boe:boeewp:0743.

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2018The Capital Markets Union: Key Challenges. (2018). Pastor, Lubos ; Allen, Franklin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12761.

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2017Financial structure and macroeconomic volatility: a panel data analysis. (2017). Bikker, Jacob ; van Bezooijen, Emiel. In: DNB Working Papers. RePEc:dnb:dnbwpp:568.

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2017Optimal Mix of the Extended Nelson Siegel Model for Turkish Sovereign Yield Curve. (2017). Küçüksaraç, Doruk ; Kucuksarac, Doruk ; Cepni, Oguzhan. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00107.

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2018A hybrid spline-based parametric model for the yield curve. (2018). Almeida, Caio ; Faria, Adriano . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:86:y:2018:i:c:p:72-94.

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2017Gaussian estimation and forecasting of the U.K. yield curve with multi-factor continuous-time models. (2017). Tunaru, Diana . In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:119-129.

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2018What do the prices of UK inflation-linked securities say on inflation expectations, risk premia and liquidity risks?. (2018). Liu, Zhuoshi ; Vangelista, Elisabetta ; Relleen, Jon ; Kaminska, Iryna . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:76-96.

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2017Interest rate assumptions and predictive accuracy of central bank forecasts. (2017). Knüppel, Malte ; Schultefrankenfeld, Guido ; Knuppel, Malte. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-016-1182-5.

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2017FINANCIAL MARKETS WITH NO RISKLESS (SAFE) ASSET. (2017). Rachev, Svetlozar T ; Fabozzi, Frank J ; Stoyanov, Stoyan V. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:20:y:2017:i:08:n:s0219024917500546.

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Works by Nicola Lesley Anderson:


YearTitleTypeCited
2001New estimates of the UK real and nominal yield curves In: Bank of England working papers.
[Full Text][Citation analysis]
paper100
1996UK Asset Price Volatility Over the Last 50 Years In: Bank of England working papers.
[Full Text][Citation analysis]
paper10
2013Financial Stability Paper No 23: The Fractal Market Hypothesis and its implications for the stability of financial markets In: Bank of England Financial Stability Papers.
[Full Text][Citation analysis]
paper5
2015Financial Stability Paper 33: A European Capital Markets Union: implications for growth and stability In: Bank of England Financial Stability Papers.
[Full Text][Citation analysis]
paper4
2015Financial Stability Paper 34: The resilience of financial market liquidity In: Bank of England Financial Stability Papers.
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paper3

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 2th 2018. Contact: CitEc Team